Mapping an sFTP connection to a Windows drive?

Based on a similar question at Serverfault.com (this thread came up first searching for a tool however), one can also try the free version of SFTP Net Drive.

A commenter on the answer describes it as similar to the paid tool ExpanDrive.

WebDrive seems to be a NetDrive replacement.

I've used a product called "SftpDrive" in the past, it looks like it's been renamed to ExpanDrive these days. It worked pretty well, but it's shareware-y: you can try it for free, but you do have to buy it if you intend to keep using it. If you really need this functionality, though, it does work well.